Are individual stock returns predictable?
Hui Zeng, Ben R Marshall, Nhut H Nguyen, Nuttawat Visaltanachoti
| Year of publication: |
2022
|
|---|---|
| Authors: | Zeng, Hui ; Marshall, Ben R. ; Nguyen, Nhut ; Visaltanachoti, Nuttawat |
| Published in: |
Australian journal of management. - London : Sage, ISSN 1327-2020, ZDB-ID 2011797-8. - Vol. 47.2022, 1, p. 135-162
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| Subject: | Business cycle | cross-sectional predictability | firm-level predictability | limits to arbitrage | macroeconomic and technical predictors | principal component analysis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Arbitrage | Frühindikator | Leading indicator | Konjunktur | Hauptkomponentenanalyse | Principal component analysis | Börsenkurs | Share price | Prognose | Forecast | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/03128962211001509 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012801601